You should receive an email to tell you your item has been paid for and even though you probably wont be able to access the funds you should still see them in your paypal account. Likewise the little $ sign beside the item you have sold should go blue as soon as payment has been received.
The first couple of things. Have you sent your buyer an invoice? A lot of buyers will wait for an invoice; especially if they are out with the country in which the item is being sold or if they have purchased multiple items as they will perhaps expect international, combined shipping or some kind of extra level of shipping cover. Your buyers could be waiting to get their invoice.
As soon as possible after the ended sale, I would send your buyer an invoice. If your sale has finished and you havent sent an invoice yet, then simply send one now
Even if your buyer is not waiting on this its a nice initial prompter for payment.
Did you put any terms & conditions on your auction at all? As to when you expect payment by? If you didn't then its up to you the pattern you set for chase and filing. I like to send a message on day 3 and then another on day 5. On day 5 the message will state that if I don't have payment [or even a response in regards payment] by the end of the 7th day, then I will unfortunately have to file. I am a sucker for extensions and if people at least communicate with me I tend to let things slide a little. But you dont have to do that - you can set the date by which you need to be paid and abide by it.
I know a lot of people like payments quicker and equally some people give longer. So you need to decide where you are comfortable, as mentioned above for me its 7 days.
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